+193.4%
B vs DD
+69.4%
+124.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | +1.4% | -7.4% | +8.8% | +2.8% |
| 3M | +12.2% | -6.4% | +18.6% | +13.7% |
| 6M | -2.1% | -2.5% | +0.4% | -1.4% |
| YTD | +2.9% | +10.2% | -7.3% | +1.9% |
| 1Y | +55.3% | +36.9% | +18.4% | +48.8% |
| 3Y | +198.7% | +47.0% | +151.7% | +180.9% |
| 5Y | +153.8% | +63.1% | +90.6% | +132.6% |
| 10Y | +193.4% | +68.2% | +125.2% | +141.9% |
| All | +193.4% | +69.4% | +124.1% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling